The University of Texas at San Antonio, College of Business
نویسنده
چکیده
This paper examines the stationarity of Asian-Pacific real exchange rates (RERs) using a nonlinear unit root test. The results reject the null hypothesis of nonstationarity in favor of the alternative of nonlinear stationarity for most of US, Australian, or Singapore dollar based RERs, but fail to do so for the majority of Japanese yen based RERs. There is more evidence for level stationarity in the Singapore dollar based rates than in other currency based rates. Many US dollar based Asian-Pacific RERs appear to be trend stationary.
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Copyright ©2006 by the UTSA College of Business. All rights reserved. This document can be downloaded without charge for educational purposes from the UTSA College of Business Working Paper Series (business.utsa.edu/wp) without explicit permission, provided that full credit, including © notice, is given to the source. The views expressed are those of the individual author(s) and do not necessar...
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Copyright ©2006 by the UTSA College of Busines. All rights reserved. This document can be downloaded without charge for educational purposes from the UTSA College of Business Working Paper Series (business.utsa.edu/wp) without explicit permission, provided that full credit, including © notice, is given to the source. The views expressed are those of the individual author(s) and do not necessari...
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تاریخ انتشار 2007